Have you tried Canada as he could be of French Canadian origin otherwise French America i.e. New Oleans etc.
Recently met a Scottish Phd student doing her thesis on Overseas Merchants. She discovered many of the slave plantation owners in USA also owned Plantations in the Caribbean i.e. mortgagees for the plantations and those forming companies/partnership and money lending etc. Although they may not have been permanent residence.
Could have been speculators having made their fortunes moved to more perlatious countries at the time. So go to merchants/lawyers and people of education/political standing/priests etc. they were all deeply involved. After all we are talking money. Money knows no boundaries.
Try the earliest copies of newspapers and scan for information on arrivals and departures and most importantly examine copies of Annual Census/Voting papers and all church registers and court records and early school records. Let me know how you get on!